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NSA

Options Analysis Report
Market Cap: --
● 2026-07-22$43.41
VERY BULLISH
Analysis: 2026-07-21 EOD data
1Y +36.8%YTD +55.6%7D +0.0%
11
30D
±14.1%
14%

NSA Options Overview

bullish flow. Conditions favor option buyers.

REWARDS

RISK ANALYSIS

5.1VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Favorable conditions for option buyers

Learn
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NSA Gamma Walls

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Value

Is IV priced right?

5.4
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 50.0% — elevated vs history

<1.05x

IV/HV 1.00x — IV ≤ HV

Sector Relative≤50%

Sector percentile 50% — below sector median

<1.1x

Front/Back 1.70x — backwardation

<1.25x

Put/Call IV 1.00x — normal

<80%

ATM IV 0.0% — normal range

<80%

Effective IV 166.9% (ATM 0.0% + spread 83.5% + bias) — expensive

<3.0%

Total drag 91.88% (spread 83.46% + slippage 8.42%) — high friction

≥5.0

Vega efficiency 0.00 (vega 0.000 / spread 83.46%) — spread drag

Sentiment

Bullish or bearish?

7.7
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksVery Bullish - Strong signal (Conviction: +33%, Raw: +33%)
|net sentiment| ≥25%

Conviction-weighted: +33% (strong bullish) — Raw: +33%

≥15%

|OI skew| 44.1% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +100.0%, OI skew +44.1% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +0%, ATM: +100%, OTM: +0% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 50% — neutral vs sector

Activity

Unusual activity?

3.0
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks1/9 checks passed
≥1.5x

Volume 0.9x avg — normal

≥15%

Vol/OI 1.0% — normal turnover

≥60%

Top 3 strikes = 50% — dispersed

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change -33.5% (5d) — unwinding

Sector Relative≥60%

Sector activity percentile 35% — below sector avg

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 0% — patient

≥30

Conviction +33 (bullish) — moderate

Liquidity

Can I trade efficiently?

2.8
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks2/8 checks passed
≤5.0%

Spread 83.5% — wide

≥10,000

OI 1,134 — thin

≥500

Volume 11/day — thin

≤$0.50

$4.17 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 0% — much tighter than sector

≥100 contracts

Depth 210.2 contracts (bid:205.0 ask:5.2) — adequate

<1.0%

Avg slippage 8.42% — poor

Timing

Is now a good time?

6.7
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks6/9 checks passed
|slope| ≥5%

Slope +70.0% — backwardation

<30 or >70

IV percentile 50% — neutral

≥10pts kink

IV kink 16.9pts — event priced

<0.5 or >2.0

θ/ν ratio 1.00 — favors mixed

≥3 expirations

4 liquid expirations — flexible

≥60% (safe)

acceptable: No earnings detected; FOMC in 7d

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +33% @ 71% consistency — moderate (bullish)

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls6.0
bullishIV fair, bullish flow
Long Puts4.2
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put5.6
bullishIV fair, bullish flow
Covered Call3.8
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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